The plastic behaviors’ description of a tungsten heavy alloy (95W-3.5Ni-1.5Fe) at temperatures of 298–773 K and strain rates of 0.001–11,000 s−1 is systematically studied based on four constitutive models, that is, Zerilli-Armstrong model, modified Zerilli-Armstrong model, Mechanical Threshold Stress model, and modified Mechanical Threshold Stress model. The quasi-static compression experiments using an electronic universal testing machine and the dynamic compression experiments using a split Hopkinson pressure bar apparatus are employed to obtain the true stress–strain curves at a total of three temperatures (298 K, 573 K, and 773 K) and a wide range of strain rates (0.001–11,000 s−1). The parameters of the four constitutive models are obtained by the above fundamental experimental data and Grey Wolf Optimizer. The correlation coefficient and average absolute relative error are used to evaluate the predicted performance of these models. Modified Mechanical Threshold Stress model is found to have the highest predicted performance in describing the flow stress of the 95W-3.5Ni-1.5Fe alloy. Eventually, two compression experiments whose loading conditions are not in the fundamental experiments are conducted to validate the four models.